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Neural Augmented Kalman Filtering With Bollinger Bands for Pairs Trading.
Amit Milstein
Guy Revach
Haoran Deng
Hai Morgenstern
Nir Shlezinger
Published in:
IEEE Trans. Signal Process. (2024)
Keyphrases
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kalman filtering
kalman filter
video tracking
reduced order
measurement noise
state estimation
recursive filtering
pairwise
frequency domain
computer vision
feature selection
multi frame
recursive least squares
higher order
state space model